CurrencyParameterSensitivities (OpenGamma Strata Market)

java.lang.Object
- com.opengamma.strata.market.param.CurrencyParameterSensitivities

All Implemented Interfaces:

FxConvertible<CurrencyParameterSensitivities>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class CurrencyParameterSensitivities
extends Object
implements FxConvertible<CurrencyParameterSensitivities>, org.joda.beans.ImmutableBean, Serializable
```
Currency-based parameter sensitivity for parameterized market data, such as curves.
Parameter sensitivity is the sensitivity of a value to the parameters of parameterized market data objects that are used to determine the value. Common ParameterizedData implementations include Curve and Surface.
For example, the parameter sensitivity for present value on a FRA might contain two entries, one for the Ibor forward curve and one for the discount curve. Each entry identifies the curve that was queried and the resulting sensitivity values, one for each node on the curve.
The sensitivity is expressed as a single entry for piece of parameterized market data. The sensitivity represents a monetary value in the specified currency. The order of the list has no specific meaning.
One way of viewing this class is as a Map from a specific sensitivity key to DoubleArray sensitivity values. However, instead of being structured as a Map, the data is structured as a List, with the key and value in each entry. As such, the sensitivities are always in a "normalized" form.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class CurrencyParameterSensitivities.Meta
The meta-bean for CurrencyParameterSensitivities.

Nested Classes
Modifier and Type	Class and Description
`static class`	`CurrencyParameterSensitivities.Meta` The meta-bean for `CurrencyParameterSensitivities`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static CurrencyParameterSensitivitiesBuilder`	`builder()` Returns a builder that can be used to create an instance of `CurrencyParameterSensitivities`.
`CurrencyParameterSensitivities`	`combinedWith(CurrencyParameterSensitivities other)` Combines this parameter sensitivities with another instance.
`CurrencyParameterSensitivities`	`combinedWith(CurrencyParameterSensitivity other)` Combines this parameter sensitivities with another instance.
`CurrencyParameterSensitivities`	`convertedTo(Currency resultCurrency, FxRateProvider rateProvider)` Converts the sensitivities in this instance to an equivalent in the specified currency.
`static CurrencyParameterSensitivities`	`empty()` An empty sensitivity instance.
`boolean`	`equals(Object obj)`
`boolean`	`equalWithTolerance(CurrencyParameterSensitivities other, double tolerance)` Checks if this sensitivity equals another within the specified tolerance.
`Optional<CurrencyParameterSensitivity>`	`findSensitivity(MarketDataName<?> name, Currency currency)` Finds a single sensitivity instance by name and currency.
`ImmutableList<CurrencyParameterSensitivity>`	`getSensitivities()` Gets the parameter sensitivities.
`CurrencyParameterSensitivity`	`getSensitivity(MarketDataName<?> name, Currency currency)` Gets a single sensitivity instance by name and currency.
`int`	`hashCode()`
`CurrencyParameterSensitivities`	`mapSensitivities(DoubleUnaryOperator operator)` Returns an instance with the specified operation applied to the sensitivity values.
`CurrencyParameterSensitivities`	`mapSensitivitiesWithIndex(IntDoubleToDoubleFunction function)` Returns an instance with an operation applied to each indexed value in the sensitivity values.
`CurrencyParameterSensitivities`	`mergedWith(CurrencyParameterSensitivities other)` Merges this parameter sensitivities with another instance taking the metadata into account.
`static CurrencyParameterSensitivities.Meta`	`meta()` The meta-bean for `CurrencyParameterSensitivities`.
`CurrencyParameterSensitivities.Meta`	`metaBean()`
`CurrencyParameterSensitivities`	`multipliedBy(double factor)` Returns an instance with the sensitivity values multiplied by the specified factor.
`static CurrencyParameterSensitivities`	`of(CurrencyParameterSensitivity... sensitivities)` Obtains an instance from an array of sensitivity entries.
`static CurrencyParameterSensitivities`	`of(CurrencyParameterSensitivity sensitivity)` Obtains an instance from a single sensitivity entry.
`static CurrencyParameterSensitivities`	`of(List<? extends CurrencyParameterSensitivity> sensitivities)` Obtains an instance from a list of sensitivity entries.
`int`	`size()` Gets the number of sensitivity entries.
`CurrencyParameterSensitivities`	`split()` Splits this sensitivity instance.
`CurrencyParameterSensitivitiesBuilder`	`toBuilder()` Returns a builder populated with the set of sensitivities from this instance.
`String`	`toString()`
`MultiCurrencyAmount`	`total()` Returns the total of the sensitivity values.
`CurrencyAmount`	`total(Currency resultCurrency, FxRateProvider rateProvider)` Returns the total of the sensitivity values.
`CurrencyParameterSensitivities`	`withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)` Checks and adjusts the market data names.
`CurrencyParameterSensitivities`	`withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn)` Checks and adjusts the parameter metadata.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - empty
```
public static CurrencyParameterSensitivities empty()
```
    An empty sensitivity instance.
    
    Returns:
    
    the empty instance
  - builder
```
public static CurrencyParameterSensitivitiesBuilder builder()
```
    Returns a builder that can be used to create an instance of CurrencyParameterSensitivities.
    The builder takes into account the parameter metadata when creating the sensitivity map. As such, the parameter metadata added to the builder must not be empty.
    
    Returns:
    
    the builder
  - of
```
public static CurrencyParameterSensitivities of(CurrencyParameterSensitivity sensitivity)
```
    Obtains an instance from a single sensitivity entry.
    
    Parameters:
    
    sensitivity - the sensitivity entry
    
    Returns:
    
    the sensitivities instance
  - of
```
public static CurrencyParameterSensitivities of(CurrencyParameterSensitivity... sensitivities)
```
    Obtains an instance from an array of sensitivity entries.
    The sensitivities are sorted using CurrencyParameterSensitivity.compareKey(com.opengamma.strata.market.param.CurrencyParameterSensitivity).
    
    Parameters:
    
    sensitivities - the sensitivities
    
    Returns:
    
    the sensitivities instance
  - of
```
public static CurrencyParameterSensitivities of(List<? extends CurrencyParameterSensitivity> sensitivities)
```
    Obtains an instance from a list of sensitivity entries.
    The sensitivities are sorted using CurrencyParameterSensitivity.compareKey(com.opengamma.strata.market.param.CurrencyParameterSensitivity).
    
    Parameters:
    
    sensitivities - the list of sensitivity entries
    
    Returns:
    
    the sensitivities instance
  - size
```
public int size()
```
    Gets the number of sensitivity entries.
    
    Returns:
    
    the size of the internal list of point sensitivities
  - getSensitivity
```
public CurrencyParameterSensitivity getSensitivity(MarketDataName<?> name,
                                                   Currency currency)
```
    Gets a single sensitivity instance by name and currency.
    
    Parameters:
    
    name - the curve name to find
    
    currency - the currency to find
    
    Returns:
    
    the matching sensitivity
    
    Throws:
    
    IllegalArgumentException - if the name and currency do not match an entry
  - findSensitivity
```
public Optional<CurrencyParameterSensitivity> findSensitivity(MarketDataName<?> name,
                                                              Currency currency)
```
    Finds a single sensitivity instance by name and currency.
    If the sensitivity is not found, optional empty is returned.
    
    Parameters:
    
    name - the curve name to find
    
    currency - the currency to find
    
    Returns:
    
    the matching sensitivity
  - combinedWith
```
public CurrencyParameterSensitivities combinedWith(CurrencyParameterSensitivity other)
```
    Combines this parameter sensitivities with another instance.
    This returns a new sensitivity instance with the specified sensitivity added. This instance is immutable and unaffected by this method.
    The sensitivities are merged using market data name and currency as a key. The parameter metadata is not checked, thus the caller must ensure the sensitivities are compatible with the same metadata and parameter count. To combine taking the metadata into account, use mergedWith(CurrencyParameterSensitivities).
    
    Parameters:
    
    other - the other parameter sensitivity
    
    Returns:
    
    an instance based on this one, with the other instance added
  - combinedWith
```
public CurrencyParameterSensitivities combinedWith(CurrencyParameterSensitivities other)
```
    Combines this parameter sensitivities with another instance.
    This returns a new sensitivity instance with a combined list of parameter sensitivities. This instance is immutable and unaffected by this method.
    The sensitivities are merged using market data name and currency as a key. The parameter metadata is not checked, thus the caller must ensure the sensitivities are compatible with the same metadata and parameter count. To combine taking the metadata into account, use mergedWith(CurrencyParameterSensitivities).
    
    Parameters:
    
    other - the other parameter sensitivities
    
    Returns:
    
    an instance based on this one, with the other instance added
  - mergedWith
```
public CurrencyParameterSensitivities mergedWith(CurrencyParameterSensitivities other)
```
    Merges this parameter sensitivities with another instance taking the metadata into account.
    This returns a new sensitivity instance with a combined set of parameter sensitivities. This instance is immutable and unaffected by this method.
    The sensitivities are merged using market data name and currency as a key. Each sensitivity is then merged taking into account the metadata, such as the tenor. As such, this method can only be used if the parameter metadata instances are not be empty.
    
    Parameters:
    
    other - the other parameter sensitivities
    
    Returns:
    
    an instance based on this one, with the other instance added
    
    Throws:
    
    IllegalArgumentException - if any metadata instance is empty
  - withMarketDataNames
```
public CurrencyParameterSensitivities withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)
```
    Checks and adjusts the market data names.
    The supplied function is invoked for each market data name in this sensitivities. If the function returns the same name for two different inputs, the sensitivity values will be summed. A typical use case would be to convert index names to curve names valid for an underlying system.
    
    Parameters:
    
    nameFn - the function for checking and adjusting the name
    
    Returns:
    
    the adjusted sensitivity
    
    Throws:
    
    RuntimeException - if the function throws an exception
  - withParameterMetadatas
```
public CurrencyParameterSensitivities withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn)
```
    Checks and adjusts the parameter metadata.
    The supplied function is invoked for each parameter metadata in this sensitivities. If the function returns the same metadata for two different inputs, the sensitivity values will be summed. A typical use case would be to normalize parameter metadata tenors to be valid for an underlying system.
    
    Parameters:
    
    mdFn - the function for checking and adjusting the metadata
    
    Returns:
    
    the adjusted sensitivity
    
    Throws:
    
    IllegalArgumentException - if any metadata instance is empty
    
    RuntimeException - if the function throws an exception
  - convertedTo
```
public CurrencyParameterSensitivities convertedTo(Currency resultCurrency,
                                                  FxRateProvider rateProvider)
```
    Converts the sensitivities in this instance to an equivalent in the specified currency.
    Any FX conversion that is required will use rates from the provider.
    
    Specified by:
    
    convertedTo in interface FxConvertible<CurrencyParameterSensitivities>
    
    Parameters:
    
    resultCurrency - the currency of the result
    
    rateProvider - the provider of FX rates
    
    Returns:
    
    the sensitivity object expressed in terms of the result currency
    
    Throws:
    
    RuntimeException - if no FX rate could be found
  - split
```
public CurrencyParameterSensitivities split()
```
    Splits this sensitivity instance.
    This examines each individual sensitivity to see if it can be split. If any can be split, the result will contain the combination of the split sensitivities.
    
    Returns:
    
    this sensitivity, with any combined sensitivities split
  - total
```
public CurrencyAmount total(Currency resultCurrency,
                            FxRateProvider rateProvider)
```
    Returns the total of the sensitivity values.
    The result is the total of all values, as converted to the specified currency. Any FX conversion that is required will use rates from the provider.
    
    Parameters:
    
    resultCurrency - the currency of the result
    
    rateProvider - the provider of FX rates
    
    Returns:
    
    the total sensitivity
    
    Throws:
    
    RuntimeException - if no FX rate could be found
  - total
```
public MultiCurrencyAmount total()
```
    Returns the total of the sensitivity values.
    The result is the total of all values, in whatever currency they are defined.
    
    Returns:
    
    the total sensitivity
  - multipliedBy
```
public CurrencyParameterSensitivities multipliedBy(double factor)
```
    Returns an instance with the sensitivity values multiplied by the specified factor.
    The result will consist of the same entries, but with each sensitivity value multiplied. This instance is immutable and unaffected by this method.
    
    Parameters:
    
    factor - the multiplicative factor
    
    Returns:
    
    an instance based on this one, with each sensitivity multiplied by the factor
  - mapSensitivities
```
public CurrencyParameterSensitivities mapSensitivities(DoubleUnaryOperator operator)
```
    Returns an instance with the specified operation applied to the sensitivity values.
    The result will consist of the same entries, but with the operator applied to each sensitivity value. This instance is immutable and unaffected by this method.
    This is used to apply a mathematical operation to the sensitivity values. For example, the operator could multiply the sensitivities by a constant, or take the inverse.
```
   inverse = base.mapSensitivities(value -> 1 / value);
 
```
    Parameters:
    
    operator - the operator to be applied to the sensitivities
    
    Returns:
    
    an instance based on this one, with the operator applied to the sensitivity values
  - mapSensitivitiesWithIndex
```
public CurrencyParameterSensitivities mapSensitivitiesWithIndex(IntDoubleToDoubleFunction function)
```
    Returns an instance with an operation applied to each indexed value in the sensitivity values.
    Each value in the sensitivity array will be operated on. The function receives both the index and the value. For example, the operator could multiply the sensitivities by the index.
```
   result = base.mapSensitivityWithIndex((index, value) -> index * value);
 
```
    This instance is immutable and unaffected by this method.
    Parameters:
    
    function - the function to be applied to the sensitivities
    
    Returns:
    
    an instance based on this one, with the operator applied to the sensitivity values
  - equalWithTolerance
```
public boolean equalWithTolerance(CurrencyParameterSensitivities other,
                                  double tolerance)
```
    Checks if this sensitivity equals another within the specified tolerance.
    This returns true if the two instances have the same keys, with arrays of the same length, where the double values are equal within the specified tolerance.
    
    Parameters:
    
    other - the other sensitivity
    
    tolerance - the tolerance
    
    Returns:
    
    true if equal up to the tolerance
  - toBuilder
```
public CurrencyParameterSensitivitiesBuilder toBuilder()
```
    Returns a builder populated with the set of sensitivities from this instance.
    The builder takes into account the parameter metadata when creating the sensitivity map. As such, the parameter metadata added to the builder must not be empty.
    
    Returns:
    
    the builder
    
    Throws:
    
    IllegalArgumentException - if any metadata instance is empty
  - meta
```
public static CurrencyParameterSensitivities.Meta meta()
```
    The meta-bean for CurrencyParameterSensitivities.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public CurrencyParameterSensitivities.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getSensitivities
```
public ImmutableList<CurrencyParameterSensitivity> getSensitivities()
```
    Gets the parameter sensitivities.
    Each entry includes details of the ParameterizedData it relates to.
    
    Returns:
    
    the value of the property, not null
  - equals
```
public boolean equals(Object obj)
```
    Overrides:
    
    equals in class Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class Object
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class CurrencyParameterSensitivities

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

empty

builder

of

of

of

size

getSensitivity

findSensitivity

combinedWith

combinedWith

mergedWith

withMarketDataNames

withParameterMetadatas

convertedTo

split

total

total

multipliedBy

mapSensitivities

mapSensitivitiesWithIndex

equalWithTolerance

toBuilder

meta

metaBean

getSensitivities

equals

hashCode

toString